Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373549.88 | 1403321.9106 | -29772.0306 | 660966.618 | 2420185.4919 | -1759218.8739 |
Total P&L (%) | 1373.5499 | 1403.3219 | -29.772 | 660.9666 | 2420.1855 | -1759.2189 |
Avg Daily Profit (%) | 0.7528 | 0.7692 | -0.0163 | 0.1113 | 0.177 | 0 |
Buy And Hold Return (%) | 692.6114 | 692.6114 | 692.6114 | 692.6114 | 692.6114 | 692.6114 |
Max Trade Drawdown | -136697 | -77373 | -105273 | -2795551 | -1626145 | -2016274 |
Profit Factor | 2.8142 | 4.9529 | 0.926 | 1.0615 | 1.4689 | 0.6851 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 43.3962 | 47.1698 | 39.6226 | 43.3962 | 47.1698 | 39.6226 |
Ratio Avg Win / Avg Loss | 3.6707 | 5.5472 | 1.411 | 1.3846 | 1.6452 | 1.0439 |
Largest Winning Trade | 981581 | 981581 | 73832 | 2079228 | 2079228 | 559173 |
Largest Losing Trade | -52108 | -52108 | -38768 | -631241 | -612941 | -631241 |
Avg Bars in Trades | 100 | 95 | 106 | 100 | 95 | 106 |
Avg Bars in Winners | 142 | 122 | 166 | 142 | 122 | 166 |
Avg Bars in Losers | 68 | 70 | 66 | 68 | 70 | 66 |
Bars Traded | 10685 | 5044 | 5641 | 10685 | 5044 | 5641 |
Profit Streak | 0 | 67.4818 | 0 | 0 | 67.4818 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318485 | -166237 | -763202 | -364941 | -172789 | -763202 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10947, "evaluation_days": 1824.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603512000000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758382430443, "expiration_time": 1763098704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 193, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1373549.8799642178, 1403321.9105899956, -29772.0306257775, 660966.6180139944, 2420185.491875078, -1759218.8738610824 ], [ 1373.54988, 1403.321911, -29.772031, 660.966618, 2420.185492, -1759.218874 ], [ 0.752836, 0.769154, -0.016318, 0.111293, 0.177022, 0 ], [ 692.611369, 692.611369, 692.611369, 692.611369, 692.611369, 692.611369 ], [ -136697, -77373, -105273, -2795551, -1626145, -2016274 ], [ 2.814169, 4.952859, 0.92596, 1.061499, 1.468901, 0.685079 ], [ 106, 53, 53, 106, 53, 53 ], [ 46, 25, 21, 46, 25, 21 ], [ 60, 28, 32, 60, 28, 32 ], [ 43.396226, 47.169811, 39.622642, 43.396226, 47.169811, 39.622642 ], [ 3.670656, 5.547202, 1.410987, 1.384564, 1.645169, 1.04393 ], [ 981581, 981581, 73832, 2079228, 2079228, 559173 ], [ -52108, -52108, -38768, -631241, -612941, -631241 ], [ 100, 95, 106, 100, 95, 106 ], [ 142, 122, 166, 142, 122, 166 ], [ 68, 70, 66, 68, 70, 66 ], [ 10685, 5044, 5641, 10685, 5044, 5641 ], [ 0, 67.481834, 0, 0, 67.481834, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318485, -166237, -763202, -364941, -172789, -763202 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10947, "evaluation_days": 1824.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603512000000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758382430443, "expiration_time": 1763098704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 193, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|